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Search: Posts Made By: Big Mike

Forum: Brokers

November 13th, 2015, 03:48 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

Zenfire is dead after NinjaTrader acquired Mirus...

Zenfire is dead after NinjaTrader acquired Mirus (who owned Zen-Fire).

https://nexusfi.com/brokers-data-feeds/32165-ninjatrader-introduces-brokerage-services-acquisition-mirus-futures.html

I...

Forum: Brokers

November 12th, 2015, 05:37 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

Have you read post #3 of this very thread? Check...

Have you read post #3 of this very thread? Check it out.

Mike

Forum: Brokers

October 11th, 2015, 11:32 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

It's snapshot data. You are missing ticks, and...

It's snapshot data. You are missing ticks, and also only receiving them in a "burst" fashion (every 250ms if I recall, or maybe it's every 100ms). You aren't missing just a few ticks, you are...

Forum: Brokers

September 2nd, 2015, 11:12 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

Kinetick is just a NinjaTrader branded version of...

Kinetick is just a NinjaTrader branded version of IQFeed. Yes, it offers historical bid/ask. However, NT7 doesn't support historical bid/ask, so if you want historical bid/ask backfill in NT7 then...

Forum: Brokers

October 17th, 2013, 08:03 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

You need to read post #3. "Filtered" is really...

You need to read post #3. "Filtered" is really the right word, not "inaccurate". But luckily for everyone, you can choose your broker and your data feed, and pick the one that you like best.

For...

Forum: Brokers

October 17th, 2013, 06:02 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

It's going to look different, because TDA is a...

It's going to look different, because TDA is a filtered feed as far as I am aware, while Zen Fire is unfiltered tick data.

As for "manipulation" -- this is futures, not forex. In the futures...

Forum: Brokers

October 15th, 2013, 10:56 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

Rithmic, Zen Fire, CTS, IB, and BigTick (Mirus)...

Rithmic, Zen Fire, CTS, IB, and BigTick (Mirus) all offer server side OCO I believe, but it will depend on your platform as to what is supported.

I have no comment on CQG except that I would never...

Forum: Brokers

August 24th, 2012, 01:15 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

Having never used TradeStation, I can't say. But...

Having never used TradeStation, I can't say. But my understanding there is an option in the menu somewhere to disable filtering and send you all the ticks.

Asking about scalping is the wrong...

Forum: Brokers

August 24th, 2012, 12:44 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

If you are using TradeStation, then you can...

If you are using TradeStation, then you can choose any data provider you want, so long as it is TradeStation. You can also choose any broker you want, so long as it is TradeStation. TradeStation is...

Forum: Brokers

August 23rd, 2012, 11:12 PM

Replies: 43

Sticky: Unfiltered Data

Views: 75,409

Posted By Big Mike

Here is my opinion. Filtering isn't about...

Here is my opinion.

Filtering isn't about getting rid of bad ticks. It's about latency and completeness (accuracy).

Interactive Brokers is widely known for filtering data. It's snapshot data,...

Showing results 1 to 10 of 10

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